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Consider a 6% bond that matures in two years, pays interest semi-annually and has a 5% yield-to maturity. What is the bond's Macaulay Duration, Modified

Consider a 6% bond that matures in two years, pays interest semi-annually and has a 5% yield-to maturity. What is the bond's Macaulay Duration, Modified Duration and Convexity? What is the estimated percentage price change implied by duration and convexity if the market rates increase by 1.5%?

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